Help me investigate

Ok so here is what I saw today. I was out of town two nights that weekend before this was sent. My fiancé/father of my two small children denies having a convo with her at all. They slept together 5 years ago he said and she’s been blocked for a long term supposedly. We’ve been together 3.5 years.

Anyway, from what I know of messenger, you have to accept a message request if sent from someone you aren’t friends with. Two, secret convos can’t be only done on one end right? And it seems like they had been talking prior to this for her to just send that one night. He could have reblocked her once I was home and she sent another message.